On asymptotic properties of the scatter matrix based estimates for complex valued independent component analysis

DOI10.1016/j.spl.2013.01.020zbMath1489.62166OpenAlexW1989897730MaRDI QIDQ1950774

Pauliina Ilmonen

Publication date: 13 May 2013

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2013.01.020

zbMATH Keywords

asymptotic normalityindependent component analysiscomplex valued data

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Estimation in multivariate analysis (62H12) Asymptotic properties of nonparametric inference (62G20)

Related Items (3)

Minimum distance index for complex valued ICA ⋮ Sampling properties of color independent component analysis ⋮ Modeling temporally uncorrelated components of complex-valued stationary processes

Cites Work

• Unnamed Item
• Unnamed Item
• Invariant Co-Ordinate Selection
• Characteristics of multivariate distributions and the invariant coordinate system
• Multivariate generalized S-estimators
• Complex-valued ICA based on a pair of generalized covariance matrices
• Symmetrised M-estimators of multivariate scatter
• Matrix Analysis
• Essential Statistics and Tools for Complex Random Variables
• On Invariant Coordinate System (ICS) Functionals
• Statistical Analysis Based on a Certain Multivariate Complex Gaussian Distribution (An Introduction)

This page was built for publication: On asymptotic properties of the scatter matrix based estimates for complex valued independent component analysis